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含固定效应的静态面板模型中的双重机器学习AI 解读

Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which these algorithms are used to approximate high-dimensional and nonlinear nuisance functions of the covariates. Our new procedures are extensions of the well-known correlated random effects, within-group and first-difference estimators from…

球队表现的因果性宿醉效应AI 解读

It's not unreasonable to think that in-game sporting performance can be affected partly by what takes place off the court. We can't observe what happens between games directly. Instead, we proxy for the possibility of athletes partying by looking at play following games in party cities. We are interested to see if teams exhibit a decline in performance the day following a game in a city with active nightlife; we call this a "hangover effect". Part of the question is…

重复事件与竞争事件下的因果推断AI 解读

Many research questions concern treatment effects on outcomes that can recur several times in the same individual. For example, medical researchers are interested in treatment effects on hospitalizations in heart failure patients and sports injuries in athletes. Competing events, such as death, complicate causal inference in studies of recurrent events because once a competing event occurs, an individual cannot have more recurrent events. Several statistical estimands have…

相依二元数据的因果发现AI 解读

The assumption of independence between observations (units) in a dataset is prevalent across various methodologies for learning causal graphical models. However, this assumption often finds itself in conflict with real-world data, posing challenges to accurate structure learning. We propose a decorrelation-based approach for causal graph learning on dependent binary data, where the local conditional distribution is defined by a latent utility model with dependent errors…

多维不可观测异质性下的处理效应：边际处理效应识别AI 解读

This paper establishes sufficient conditions for the identification of the marginal treatment effects with multivalued treatments. Our model is based on a multinomial choice model with utility maximization. Our MTE generalizes the MTE defined in Heckman and Vytlacil (2005) in binary treatment models. As in the binary case, we can interpret the MTE as the treatment effect for persons who are indifferent between two treatments at a particular level. Our MTE enables one to…

通过协变量选择优化平衡的自适应随机化方法AI 解读

Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline covariates is large. It is therefore essential to identify the influential factors associated with the outcome and ensure balance among these critical covariates. In this article, we propose a novel adaptive randomization approach that…

异质性处理效应估计器的可信评估AI 解读

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing counterfactuals. Current HTE evaluation methods rely on additional estimation or matching on test data, often ignoring the uncertainty introduced and potentially leading to incorrect conclusions. We propose incorporating uncertainty quantification into…

回归不连续设计的半参数推断AI 解读

Treatment effects in regression discontinuity designs (RDDs) are often estimated using local regression methods. \cite{Hahn:01} demonstrated that the identification of the average treatment effect at the cutoff in RDDs relies on the unconfoundedness assumption and that, without this assumption, only the local average treatment effect at the cutoff can be identified. In this paper, we propose a semiparametric framework tailored for identifying the average treatment effect in…

HNCI：高维网络因果推断AI 解读

The problem of evaluating the effectiveness of a treatment or policy commonly appears in causal inference applications under network interference. In this paper, we suggest the new method of high-dimensional network causal inference (HNCI) that provides both valid confidence interval on the average direct treatment effect on the treated (ADET) and valid confidence set for the neighborhood size for interference effect. We exploit the model setting in Belloni et al. (2022) and…

通过因果发现与领域知识整合提升神经网络预测表现AI 解读

In this paper, we develop a generic methodology to encode hierarchical causality structure among observed variables into a neural network in order to improve its predictive performance. The proposed methodology, called causality-informed neural network (CINN), leverages three coherent steps to systematically map the structural causal knowledge into the layer-to-layer design of neural network while strictly preserving the orientation of every causal relationship. In the first…

条件影响函数AI 解读

There are many nonparametric objects of interest that are a function of a conditional distribution. One important example is an average treatment effect conditional on a subset of covariates. Many of these objects have a conditional influence function that generalizes the classical influence function of a functional of a (unconditional) distribution. Conditional influence functions have important uses analogous to those of the classical influence function. They can be used…

生成式因果推断AI 解读

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to a base distribution. They avoid the use of MCMC by replacing the conditional posterior inference problem with a supervised learning problem. We further propose the use Quantile ReLU networks which are density free and hence apply in a…

匹配型平均处理效应估计量的高斯与 Bootstrap 近似AI 解读

We establish Gaussian approximation bounds for covariate and rank-matching-based Average Treatment Effect (ATE) estimators. By analyzing these estimators through the lens of stabilization theory, we employ the Malliavin-Stein method to derive our results. Our bounds precisely quantify the impact of key problem parameters, including the number of matches and treatment balance, on the accuracy of the Gaussian approximation. Additionally, we develop multiplier bootstrap…

分布鲁棒的工具变量估计AI 解读

Instrumental variables (IV) estimation is a fundamental method in econometrics and statistics for estimating causal effects in the presence of unobserved confounding. However, challenges such as untestable model assumptions and poor finite sample properties have undermined its reliability in practice. Viewing common issues in IV estimation as distributional uncertainties, we propose DRIVE, a distributionally robust IV estimation method. We show that DRIVE minimizes a square…

含潜在混杂的汇总因果图中宏观条件独立与总效应的识别AI 解读

Understanding causal relations in dynamic systems is essential in epidemiology. While causal inference methods have been extensively studied, they often rely on fully specified causal graphs, which may not always be available in complex dynamic systems. Partially specified causal graphs, and in particular summary causal graphs (SCGs), provide a simplified representation of causal relations between time series when working spacio-temporal data, omitting temporal information…

超级服从者：同时响应资格与受益于处理的群体AI 解读

In a binary-treatment instrumental variable framework, we define supercompliers as the subpopulation whose treatment take-up positively responds to eligibility and whose outcome positively responds to take-up. Supercompliers are the only subpopulation to benefit from treatment eligibility and, hence, are important for policy. We provide tools to characterize supercompliers under a set of jointly testable assumptions. Specifically, we require standard assumptions from the…

非随机数据编码其几何与拓扑维度AI 解读

Based on the principles of information theory, measure theory, and theoretical computer science, we introduce a signal deconvolution method with a wide range of applications to coding theory, particularly in zero-knowledge one-way communication channels, such as in deciphering messages (i.e., objects embedded into multidimensional spaces) from unknown generating sources about which no prior knowledge is available and to which no return message can be sent. Our…

短面板固定效应 Logit 模型中平均因果效应的识别与估计AI 解读

This paper studies identification and estimation of average causal effects, such as average marginal or treatment effects, in fixed effects logit models with short panels. Relating the identified set of these effects to an extremal moment problem, we first show how to obtain sharp bounds on such effects simply, without any optimization. We also consider even simpler outer bounds, which, contrary to the sharp bounds, do not require any first-step nonparametric estimators. We…

用于反事实回归的广义鼓励型工具变量方法AI 解读

In causal inference, encouragement designs (EDs) are widely used to analyze causal effects, when randomized controlled trials (RCTs) are impractical or compliance to treatment cannot be perfectly enforced. Unlike RCTs, which directly allocate treatments, EDs randomly assign encouragement policies that positively motivate individuals to engage in a specific treatment. These random encouragements act as instrumental variables (IVs), facilitating the identification of causal…

以无模型方法评估删失中间结局对总生存期的替代作用AI 解读

Clinical trials or studies oftentimes require long-term and/or costly follow-up of participants to evaluate a novel treatment/drug/vaccine. There has been increasing interest in the past few decades in using short-term surrogate outcomes as a replacement of the primary outcome i.e., in using the surrogate outcome, which can potentially be observed sooner, to make inference about the treatment effect on the long-term primary outcome. Very few of the available statistical…

估计纵向替代结局治疗效应的半参数联合模型：慢性肾病试验应用AI 解读

In clinical trials where long follow-up is required to measure the primary outcome of interest, there is substantial interest in using an accepted surrogate outcome that can be measured earlier in time or with less cost to estimate a treatment effect. For example, in clinical trials of chronic kidney disease (CKD), the effect of a treatment is often demonstrated on a surrogate outcome, the longitudinal trajectory of glomerular filtration rate (GFR). However, estimating the…

GLACIAL：面向纵向影像研究的格兰杰与学习式因果分析AI 解读

The Granger framework is useful for discovering causal relations in time-varying signals. However, most Granger causality (GC) methods are developed for densely sampled timeseries data. A substantially different setting, particularly common in medical imaging, is the longitudinal study design, where multiple subjects are followed and sparsely observed over time. Longitudinal studies commonly track several biomarkers, which are likely governed by nonlinear dynamics that might…

放松随机效应正态假设的Meta分析模型：系统综述与模拟AI 解读

Random effects meta-analysis is widely used for synthesizing studies under the assumption that underlying effects come from a normal distribution. However, under certain conditions the use of alternative distributions might be more appropriate. We conducted a systematic review to identify articles introducing alternative meta-analysis models assuming non-normal between-study distributions. We identified 27 eligible articles suggesting 24 alternative meta-analysis models…

目标估计量框架与因果推断：相互补充的范式AI 解读

The creation of the ICH E9 (R1) estimands framework has led to more precise specification of the treatment effects of interest in the design and statistical analysis of clinical trials. However, it is unclear how the new framework relates to causal inference, as both approaches appear to define what is being estimated and have a quantity labelled an estimand. Using illustrative examples, we show that both approaches can be used to define a population-based summary of an…